You can install packages from source or binaries. In the "Package Archives" section of the documentation you may read:
Package Source class_7.3-12.tar.gz
Windows Binary class_7.3-12.zip
(32- & 64-bit) Mac OS X 10.9 (Mavericks) class_7.3-12.tgz
When installing from binary (as it seems to be your case):
install.packages("class_7.3-12.zip", repos = NULL, type="binary")
Otherwise, when installing from source:
install.packages("class_7.3-12.tar.gz", repos = NULL, type="source")
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